Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47427.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46032.79 Kr¶

PnL: ---------------------------------------> -855.78 Kr¶

DD now: ---------------------------------> -2.472 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:05:56.513545'

Anic Portfolio¶

Today¶

Return: -0.998 %¶

This Week¶

Return: -0.222 %¶

Total¶

Return: 55.266 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -1.480000 628.350000 51.350000 8.900000 576.999999
HEBA B 70 -4.730000 2677.500000 41.500000 1.570000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -6.400000 396.500000 41.500000 11.690000 355.000000
Boozt 12 -2.160000 1686.000000 32.000000 1.930000 1653.999996
OEM International B 7 -0.250000 560.000000 32.000000 6.060000 527.999997
HMS Networks 2 -1.010000 704.000000 31.000000 4.610000 673.000000
Norva24 Group 16 0.000000 572.160000 29.160000 5.370000 543.000000
MedCap 2 -0.220000 445.000000 24.000000 5.700000 421.000000
Intrum 4 -0.470000 550.200000 23.200000 4.400000 527.000000
Coor Service Management Hold. 8 -0.580000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
SAAB B 8 -0.350000 3389.600000 12.600000 0.370000 3377.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
AcadeMedia 12 -1.140000 562.560000 5.560000 1.000000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -3.270000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.370000 565.050000 1.050000 0.190000 564.000000
Resurs Holding 22 -0.870000 574.200000 0.200000 0.030000 573.999998
Securitas B 6 -0.790000 569.760000 -0.240000 -0.040000 570.000000
Essity B 2 0.250000 571.600000 -2.400000 -0.420000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 -0.180000 540.000000 -6.000000 -1.100000 546.000000
Karnov Group 9 0.090000 528.750000 -7.250000 -1.350000 536.000004
CTEK 13 -1.850000 523.770000 -10.230000 -1.920000 533.999999
Midsona B 63 -1.210000 567.630000 -15.370000 -2.640000 582.999984
Nordea Bank Abp 29 -0.240000 3431.280000 -22.720000 -0.660000 3453.999992
International Petroleum Corp. 5 -2.230000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 -2.500000 555.680000 -57.320000 -9.350000 612.999432
Sampo Oyj SDB 7 0.190000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 -0.360000 3615.300000 -140.700000 -3.750000 3756.000001
OX2 18 -1.300000 1507.500000 -156.500000 -9.410000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.310000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46032.790000 -855.780000 -2.47212% 46888.564618

Updated:¶

'2023-01-19 09:06:08.926789'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶